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Chronic exposure to sleep deprivation may increase risk of depression in young people who are particularly vulnerable to changes in sleep and mental health. Sleep deprivation and incident depression may also differ by gender. We investigated the prospective association between cumulative sleep deprivation and subsequent levels of depressive symptomatology among adolescents from a gender perspective.A longitudinal study of 3071 young people in the British Columbia Adolescent Substance Use Survey (BASUS) cohort with three sleep time and two depression measures (CESD) over 12 months (2011–12). Multivariable linear regression models with sex interaction terms estimated gender-specific associations between self-reported chronic sleep deprivation and changes in depressive symptomatology; post-estimation analysis calculated adjusted mean depression scores for each level of cumulative sleep deprivation.Cumulative sleep deprivation was associated with a monotonic increase in depression scores at follow-up in young women, but no consistent pattern was seen in young men. During follow-up, 15% of young women were chronically sleep deprived and 29% were depressed (CESD ≥24). Young women reporting chronic exposure to sleep deprivation had higher CESD scores at follow-up (21.50 points, CI95 19.55–23.45), than those reporting no history (16.59 (CI95 15.72–17.45); associations remained after multivariable adjustment (19.48, CI95 17.59–21.38).Results suggested that chronic sleep deprivation increases the risk of major depression among young women. Mental health promotion for young people should include relevant strategies to ensure young women can achieve recommended amounts of sleep.